| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 3 | 3.3 | 44 | 1 | 6 | (2) | (8) | 0 | 90 |
| 60 | 2 | 1.9 | 41 | 0 | 5 | (2) | (8) | 0 | 97 |
| 120 | 2 | 2.5 | 50 | 0 | 5 | (3) | (19) | 0 | 94 |
| 250 | 3 | 2.7 | 50 | 1 | 6 | (3) | (20) | 0 | 96 |
| 500 | 3 | 2.1 | 52 | 1 | 8 | (5) | (61) | (1) | 95 |
| 760 | 3 | 1.9 | 51 | 1 | 7 | (5) | (61) | (1) | 95 |
| 1260 | 3 | 2.1 | 53 | 1 | 7 | (5) | (61) | (1) | 95 |
| 2520 | 4 | 1.4 | 52 | 1 | 10 | (8) | (105) | (5) | 95 |
| All | 3 | 1.1 | 51 | 1 | 10 | (8) | (111) | (8) | 95 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.1 | 0.5 | 0.3 | 0.2 | 0 | 0.4 | 0.5 | 0.2 | 0.2 | 0.3 | 0.3 | 0.1 | 3.3 | 2 | 52.9 | 258 | (0.5) | (1) | 0.6 | 0.3 |
| 2017 | 0.4 | 0.3 | 0.2 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 48.9 | 93 | (0.1) | (0.3) | 0.5 | 0.3 |
| 2016 | (0.1) | 0.8 | 0.6 | 0.2 | 0.1 | 0.9 | 0.4 | (0.1) | 0.3 | (0.2) | 0.5 | 0.1 | 3.5 | 2.1 | 52.8 | 260 | (0.3) | (0.8) | 0.6 | 0.3 |
| 2015 | (0.3) | 0.5 | 0.1 | 0.1 | 0.2 | 0.1 | 0.9 | 0.6 | (0.2) | 1 | 0.3 | (0.4) | 2.9 | 1.6 | 49.2 | 256 | (0.6) | (0.8) | 0.5 | 0.3 |
| 2014 | (0.2) | 0.6 | 0.2 | 0.6 | 0.3 | 0.3 | (0.1) | 0.6 | 0 | 0 | 0.2 | 0.6 | 3.1 | 2 | 55.5 | 257 | (0.4) | (1.3) | 0.7 | 0.3 |
| 2013 | 0.6 | 0.4 | 0.5 | 0.4 | 0.4 | (0.4) | 0.6 | (0.3) | 0.5 | 0.7 | 0.2 | 0.4 | 4 | 2.7 | 56.3 | 256 | (0.6) | (0.8) | 0.6 | 0.3 |
| 2012 | 0.5 | 0.4 | 0.3 | (0.1) | (0.8) | 1 | 0.7 | 0.1 | 0.5 | 0.2 | 0.4 | 0 | 3.2 | 1.7 | 50.8 | 261 | (0.4) | (1.3) | 0.7 | 0.3 |
| 2011 | 0.2 | 0.3 | 0.4 | 0.8 | 0 | 0 | 0.1 | 0 | 0 | 1.4 | 0.4 | 0.4 | 4 | 1.4 | 51.6 | 256 | (0.7) | (2.1) | 0.6 | 0.3 |
| 2010 | (0.3) | 0.6 | 0.6 | 0.3 | (0.1) | (0.4) | 2 | (0.6) | 1.2 | 0.5 | 0 | 0.9 | 4.7 | 1.8 | 55.6 | 257 | (0.6) | (1.3) | 0.8 | 0.3 |
| 2009 | (0.6) | (1) | 1.8 | 1.2 | 0.5 | 0.5 | 0.7 | 0.4 | 0.8 | 0.4 | 0.9 | 0.3 | 5.9 | 1.9 | 57.3 | 258 | (0.7) | (3.6) | 0.7 | 0.3 |
| 2008 | (1) | 0 | 0.7 | 1.3 | 0.5 | (1.1) | 0.6 | 0.5 | (1.2) | 0.5 | 0.9 | 1.1 | 2.8 | 0.6 | 45.2 | 258 | (1.1) | (4.5) | 0.7 | 0.3 |
| 2007 | 0.2 | 0 | 0.3 | 0.5 | 0.4 | 0.1 | 0.2 | 0.1 | 0.3 | 0.3 | (0.1) | 0.1 | 2.4 | 1.3 | 54.4 | 258 | (0.5) | (1.1) | 0.7 | 0.3 |
| 2006 | 0.6 | 0.1 | 0.3 | 0.2 | (0.5) | 0.5 | 0 | 0.1 | 0.3 | 0.2 | 0.2 | 0.3 | 2.3 | 1.6 | 51.2 | 260 | (0.3) | (1) | 0.5 | 0.3 |
| 2005 | (0.4) | 0.3 | (0.6) | (0.1) | 0.7 | 0.1 | 0.4 | (0.1) | 0 | (0.3) | 0.1 | (0.3) | (0.2) | (0.2) | 49.8 | 257 | (0.2) | (1.2) | 0.6 | 0.3 |
| 2004 | 0.3 | 0.4 | 0.3 | (0.2) | 0.1 | 0.2 | (0.6) | 0.2 | 0.1 | 0.6 | 0.4 | 0.4 | 2.2 | 1.5 | 53 | 260 | (0.3) | (1) | 0.7 | 0.3 |
| 2003 | 0.5 | 0.3 | 1.2 | 1.4 | 0.4 | 0.3 | 0.3 | 0.7 | 0 | 0.8 | 0.3 | 0.8 | 7 | 2.9 | 53.6 | 259 | (0.4) | (1.4) | 0.7 | 0.3 |
| 2002 | (0.5) | (0.1) | 0.8 | (0.9) | 0.2 | (0.9) | (0.8) | 0.4 | (1.4) | 1 | 0.7 | (0.6) | (2.1) | (0.7) | 44.4 | 261 | (0.6) | (4.5) | 0.6 | 0.3 |
| 2001 | 0.5 | (1.8) | (1) | 2.1 | 0.4 | (0.1) | 0 | (1.1) | (2.4) | 0.2 | 0.5 | 0.3 | (2.4) | (0.7) | 47.3 | 260 | (1.1) | (5.2) | 0.5 | 0.3 |
| 2000 | (0.2) | 0 | 1.5 | 0.6 | 0.1 | 0.6 | 0.1 | 0.5 | (0.8) | (0.6) | (0.9) | 0.5 | 1.4 | 0.5 | 42.6 | 256 | (0.7) | (2.8) | 0.6 | 0.3 |